+356.3%
EWZ vs TROW
+887.9%
-531.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +0.6% | -1.7% | +2.3% | +1.5% |
| 30D | -25.5% | +6.4% | -31.9% | -28.0% |
| 3M | -4.5% | -1.5% | -3.1% | -4.1% |
| 6M | -15.3% | +8.3% | -23.6% | -19.5% |
| YTD | +3.1% | +12.4% | -9.3% | -4.4% |
| 1Y | +1.2% | +12.4% | -11.2% | -6.3% |
| 3Y | +19.3% | +38.3% | -19.1% | -4.4% |
| 5Y | +52.3% | -35.2% | +87.4% | +72.6% |
| 10Y | +67.0% | +128.8% | -61.8% | -9.3% |
| All | +356.3% | +887.9% | -531.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling